Bronze.
Consider the reactions Finland had to their victories in 1998, 2010, and 2014 compared to their defeat in 2006.
Playing for Gold instead of being eliminated from Gold medal contention in the Semifinals is always ideal, but in this hypothetical, you're not really playing for Gold; you're guaranteed to lose it. But without the cushion of being able to celebrate with your teammates after a game and scream your national anthem at the top of your lungs.
Even in non-consolation game scenarios, Bronze is relief, and Silver is agony. I still remember the name of the person who beat me for Gold in my 3rd and 5th Grade math competitions, and that was a lifetime ago. Silver medals are the worst. Silver medals are the devil.